Shuffle & playlist problem

Hi, I have following problem. So I have created two playlists (.pla) where all my music files are. If I select playlist and view it’s content everything is in order. However if I select playlist, start to play a song on it and put shuffle on it shuffles not just on the selected playlist but it goes on another playlist as well! I can’t understand how it can be so as clearly I should be able to stay on the selected playlist (number of files on the playlist doesn’t change when it starts to play song from another playlist) regardless if I’m shuffling music or not. Any ideas what can possibly cause this problem?